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In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…

Probability · Mathematics 2017-09-12 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

Classical Analysis and ODEs · Mathematics 2013-10-14 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…

Probability · Mathematics 2016-08-09 Luisa Beghin , Costantino Ricciuti

The paper deals with the large time asymptotic of the fundamental solution for a time fractional evolution equation for a convolution type operator. In this equation we use a Caputo time derivative of order $\alpha$ with $\alpha\in(0,1)$,…

Analysis of PDEs · Mathematics 2020-09-01 Yury Kondratiev , Andrey Piatnitski , Elena Zhizhina

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…

Probability · Mathematics 2019-11-04 Zhen-Qing Chen

We establish new quantitative estimates for localized finite differences of solutions to the Poisson problem for the fractional Laplace operator with homogeneous Dirichlet conditions of solid type settled in bounded domains satisfying the…

Analysis of PDEs · Mathematics 2016-06-22 Goro Akagi , Giulio Schimperna , Antonio Segatti , Laura V. Spinolo

We analyze the fundamental solution of a time-fractional problem, establishing existence and uniqueness in an appropriate functional space. We also focus on the one-dimensional spatial setting in the case in which the time-fractional…

Analysis of PDEs · Mathematics 2019-03-29 Serena Dipierro , Benedetta Pellacci , Enrico Valdinoci , Gianmaria Verzini

We introduce an $L_q(L_p)$-theory for the quasi-linear fractional equations of the type $$ \partial^{\alpha}_t u(t,x)=a^{ij}(t,x)u_{x^i x^j}(t,x)+f(t,x,u), \quad t>0, \,x\in \mathbf{R}^d. $$ Here, $\alpha\in (0,2)$, $p,q>1$, and…

Analysis of PDEs · Mathematics 2015-05-11 Ildoo Kim , Kyeong-Hun Kim , Sungbin Lim

We prove existence of a bounded weak solution to a degenerate quasilinear subdiffusion problem with bounded measurable coefficients that may explicitly depend on time. The kernel in the involved integro-differential operator w.r.t. time…

Analysis of PDEs · Mathematics 2020-08-26 Petra Wittbold , Patryk Wolejko , Rico Zacher

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Analysis of PDEs · Mathematics 2018-10-22 Alessandro Carbotti , Serena Dipierro , Enrico Valdinoci

We introduce a notion of weak solution for abstract fractional differential equations, motivated by the definition of Caputo derivative. We prove existence results for weak and strong solutions. We also give two examples as application of…

Analysis of PDEs · Mathematics 2021-06-15 Paola Loreti , Daniela Sforza

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Probability · Mathematics 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…

Analysis of PDEs · Mathematics 2013-12-06 Isabelle Tristani

This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…

Probability · Mathematics 2016-03-15 Federico Polito , Enrico Scalas

Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…

Probability · Mathematics 2017-08-27 Ejighikeme McSylvester Omaba

In this paper, we consider a space-time fractional partial differential equation with a reactive term. We describe the speed of invasion of its fundamental solution, extending recent results in this topic, which had been proved for the one…

Analysis of PDEs · Mathematics 2025-06-16 Luciano Abadías , Claudio Carrasco , Juan C. Pozo

Lying between traditional parabolic and hyperbolic equations, time-fractional wave equations of order $\alpha\in(1,2)$ in time inherit both decaying and oscillating properties. In this article, we establish a long-time asymptotic estimate…

Analysis of PDEs · Mathematics 2024-01-05 Xinchi Huang , Yikan Liu

In this paper, we establish $L_p$ estimates and solvability for time fractional divergence form parabolic equations in the whole space when leading coefficients are merely measurable in one spatial variable and locally have small mean…

Analysis of PDEs · Mathematics 2019-08-20 Hongjie Dong , Doyoon Kim

This note is concerned with two families of operators related to the fractional Laplacian, the first arising from the Caffarelli-Silvestre extension problem and the second from the fractional heat equation. They both include the Poisson…

Analysis of PDEs · Mathematics 2023-10-05 Effie Papageorgiou
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